A force spokesman said: “We can confirm that there has been a firearms incident on Pinchbeck Road in Spalding, in the vicinity of the Castle Swimming Pool, in which three people have been fatally wounded, including the suspected offender.

“There is an ongoing police investigation and at this stage we are not looking for anyone else in connection with the incident.

“There is no indication that this is a terrorist-related incident and no shots have been fired by police.

“We would urge members of the public to stay away from the area at the present time.”